I don’t think the FTP library I’m using supports active mode (which is mostly broken behind NAT anyway) which might be what your other programs are using.
You could try using passive mode with your other client just to confirm that it is the passive mode that is the problem.
Can you (or your friend with the FTP server) configure the ports for passive mode and let them through the firewall? That should hopefully make it work.
OK that is good to know.
It is a bit fearsome, but it is an excellent tool for debugging network problems.